+239.1%
KDP vs RIO
+356.2%
-117.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +8.5% | -10.5% | +19.0% | +10.1% |
| 3M | +20.7% | -15.9% | +36.6% | +23.4% |
| 6M | +23.2% | -22.3% | +45.5% | +27.2% |
| YTD | +30.5% | +9.3% | +21.2% | +27.8% |
| 1Y | +35.9% | +23.0% | +12.8% | +30.7% |
| 3Y | +24.8% | +52.1% | -27.2% | +15.3% |
| 5Y | +13.4% | +88.9% | -75.5% | -0.4% |
| All | +239.1% | +356.2% | -117.2% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling